CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 07-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7388 |
0.7417 |
0.0029 |
0.4% |
0.7439 |
High |
0.7425 |
0.7436 |
0.0012 |
0.2% |
0.7491 |
Low |
0.7387 |
0.7416 |
0.0029 |
0.4% |
0.7425 |
Close |
0.7421 |
0.7430 |
0.0009 |
0.1% |
0.7433 |
Range |
0.0038 |
0.0021 |
-0.0017 |
-45.3% |
0.0066 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
75,567 |
41,825 |
-33,742 |
-44.7% |
399,275 |
|
Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7489 |
0.7480 |
0.7441 |
|
R3 |
0.7468 |
0.7459 |
0.7435 |
|
R2 |
0.7448 |
0.7448 |
0.7433 |
|
R1 |
0.7439 |
0.7439 |
0.7431 |
0.7443 |
PP |
0.7427 |
0.7427 |
0.7427 |
0.7429 |
S1 |
0.7418 |
0.7418 |
0.7428 |
0.7423 |
S2 |
0.7407 |
0.7407 |
0.7426 |
|
S3 |
0.7386 |
0.7398 |
0.7424 |
|
S4 |
0.7366 |
0.7377 |
0.7418 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7647 |
0.7606 |
0.7469 |
|
R3 |
0.7581 |
0.7540 |
0.7451 |
|
R2 |
0.7515 |
0.7515 |
0.7445 |
|
R1 |
0.7474 |
0.7474 |
0.7439 |
0.7462 |
PP |
0.7449 |
0.7449 |
0.7449 |
0.7443 |
S1 |
0.7408 |
0.7408 |
0.7427 |
0.7396 |
S2 |
0.7383 |
0.7383 |
0.7421 |
|
S3 |
0.7317 |
0.7342 |
0.7415 |
|
S4 |
0.7251 |
0.7276 |
0.7397 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7486 |
0.7387 |
0.0099 |
1.3% |
0.0043 |
0.6% |
43% |
False |
False |
74,752 |
10 |
0.7491 |
0.7387 |
0.0104 |
1.4% |
0.0040 |
0.5% |
41% |
False |
False |
73,980 |
20 |
0.7501 |
0.7387 |
0.0114 |
1.5% |
0.0040 |
0.5% |
37% |
False |
False |
75,009 |
40 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0041 |
0.5% |
31% |
False |
False |
75,241 |
60 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0039 |
0.5% |
54% |
False |
False |
50,626 |
80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
56% |
False |
False |
38,059 |
100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
56% |
False |
False |
30,495 |
120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
56% |
False |
False |
25,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7523 |
2.618 |
0.7490 |
1.618 |
0.7469 |
1.000 |
0.7457 |
0.618 |
0.7449 |
HIGH |
0.7436 |
0.618 |
0.7428 |
0.500 |
0.7426 |
0.382 |
0.7423 |
LOW |
0.7416 |
0.618 |
0.7403 |
1.000 |
0.7395 |
1.618 |
0.7382 |
2.618 |
0.7362 |
4.250 |
0.7328 |
|
|
Fisher Pivots for day following 07-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7428 |
0.7424 |
PP |
0.7427 |
0.7418 |
S1 |
0.7426 |
0.7412 |
|